Struct ParsedLevel2Update

pub struct ParsedLevel2Update {
    pub product_id: String,
    pub time: String,
    pub bids: SmallVec<[(Decimal, Decimal); 32]>,
    pub asks: SmallVec<[(Decimal, Decimal); 32]>,
}

Parsed Level2 update for efficient processing

Fields

product_id: String

Trading pair identifier

time: String

Update timestamp

bids: SmallVec<[(Decimal, Decimal); 32]>

Bid updates as (price, size) tuples

asks: SmallVec<[(Decimal, Decimal); 32]>

Ask updates as (price, size) tuples

Implementations

impl ParsedLevel2Update

pub fn from_update(update: Level2Update) -> Self

Convert a Level2Update to a ParsedLevel2Update with typed decimals

Trait Implementations

impl Clone for ParsedLevel2Update

fn clone(&self) -> ParsedLevel2Update

Returns a duplicate of the value.

const fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for ParsedLevel2Update

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.